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~person:"Pierdzioch, Christian"
~subject:"Consumer behaviour"
~subject:"Konsumentenverhalten"
~subject:"Monetary policy"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Konferenzschrift"
~type_genre:"Ratgeber"
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Consumer behaviour
Konsumentenverhalten
Monetary policy
Volatility
Forecasting model
90
Prognoseverfahren
90
Theorie
57
Theory
57
Estimation
53
Schätzung
53
Volatilität
48
Forecast
40
Prognose
40
Börsenkurs
35
Share price
35
Capital income
34
Kapitaleinkommen
34
Deutschland
31
Germany
31
Forecasting
29
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27
United States
27
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26
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26
Geldpolitik
24
Welt
23
World
23
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17
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17
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17
forecasting
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15
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14
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14
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14
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70
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Article in journal
Bibliografie
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Konferenzbeitrag
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Aufsatz in Zeitschrift
69
Working Paper
62
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56
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60
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11
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Pierdzioch, Christian
Gupta, Rangan
198
Han, Heesup
114
Mattila, Anna S.
98
Bouri, Elie
94
Belke, Ansgar
93
Ma, Feng
93
Bahmani-Oskooee, Mohsen
82
Lusk, Jayson L.
75
McAleer, Michael
74
Phau, Ian
73
Tiwari, Aviral Kumar
72
Gierl, Heribert
70
Hammoudeh, Shawkat
69
Khare, Arpita
68
Siklos, Pierre L.
64
Wohar, Mark E.
64
Arestis, Philip
63
Dwivedi, Yogesh Kumar
63
Loureiro, Sandra Maria Correia
62
Nayga, Rodolfo M.
61
Grewal, Dhruv
60
Belk, Russell W.
59
Septianto, Felix
59
Jang, Soocheong
57
Apergēs, Nikolaos
56
Bordo, Michael D.
56
Goodhart, Charles A. E.
56
Serletis, Apostolos
55
Kang, Sang Hoon
54
Paul, Justin
54
Caporale, Guglielmo Maria
53
Taylor, John B.
53
Bollerslev, Tim
52
McMillan, David G.
52
Haan, Jakob de
51
Mensi, Walid
51
Xuan Vinh Vo
51
Herrmann, Andreas
50
Ko, Eunju
49
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The North American journal of economics and finance : a journal of financial economics studies
6
Finance research letters
4
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
4
Economics letters
3
International review of economics & finance : IREF
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
The European journal of finance
3
Applied economics letters
2
Energy economics
2
German economic review
2
International economics and economic policy : IEEP
2
Journal of financial markets
2
Journal of forecasting
2
Journal of international money and finance
2
Kredit und Kapital
2
Macroeconomic dynamics
2
Annals of financial economics
1
Applied financial economics
1
Applied financial economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Computational economics
1
Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
1
Die Weltwirtschaft : Vierteljahresschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
Economic modelling
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Financial innovation : FIN
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International economic journal
1
International journal of finance & economics : IJFE
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of economic behavior & organization : JEBO
1
Journal of economics & business
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of the Operational Research Society
1
Oxford economic papers
1
Research in international business and finance
1
Review of economics
1
Review of international economics
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
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ECONIS (ZBW)
71
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
3
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
4
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
5
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
6
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
7
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
8
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
9
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
10
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
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